On the Asymptotic Properties of Some Statistical Estimates for Gaussian Stochastic Processes
V. G. Alekseev · Theory of Probability and Its Applications · 1967
Next article On the Asymptotic Properties of Some Statistical Estimates for Gaussian Stochastic ProcessesV. G. AlekseevV. G. Alekseevhttps://doi.org/10.1137/1112001PDFBibTexSections ToolsAdd to favoritesExport CitationTrack CitationsEmail SectionsAbout[1] V. G. Alekseev, Some methods for the exact determination of a parameter of a Gaussian stochastic process, Theory Prob. Applications, 9 (1964), 466–469, (English translation.) 10.1137/1109061 LinkGoogle Scholar[2] Yaroslav Gaek, On a property of normal distribution of any stochastic process, Czechoslovak Math. J., 8 (83) (1958), 610–618, (In Russian.) MR0104290 0086.33503 Google Scholar[3] V. G. Alekseev, Sufficient conditions for the equivalence and orthogonality of Gaussian measures, Izv. Akad. Nauk SSSR Ser. Mat., 28 (1964), 1083–1090, (In Russian.) MR0170374 Google Scholar[4] Yu. A. Rozanov, On the density of one Gaussian measure with respect to another, Theory Prob. Applications, 7 (1962), 82–87, (English translation.) 10.1137/1107006 0114.34102 LinkGoogle Scholar[5] I. A. Ibragimov, On estimation of the spectral function of a stationary Gaussian process, Theory Prob. Applications, 8 (1963), 366–401, (English translation.) 10.1137/1108044 0137.12901 LinkGoogle Scholar[6] Harald Cramér, Mathematical Methods of Statistics, Princeton Mathematical Series, vol. 9, Princeton University Press, Princeton, N. J., 1946xvi+575 MR0016588 0063.01014 Google Scholar[7] Ulf Grenander, , H. O. Pollak and , D. Slepian, The distribution of quadratic forms in normal variates: a small sample theory with applications to spectral analysis, J. Soc. Indust. Appl. Math., 7 (1959), 374–401 10.1137/0107032 MR0111114 0097.33801 LinkGoogle Scholar[8] V. G. Alekseev, Conditions for strong equivalence of Gaussian measures in a function space, Dokl. Akad. Nauk SSSR, 159 (1964), 482–484, (In Russian.) MR0172327 Google Scholar[9] F. R. Gantmacher, The theory of matrices. Vols. 1, 2, Translated by K. A. Hirsch, Chelsea Publishing Co., New York, 1959Vol. 1, x+374 pp. Vol. 2, ix+276 MR0107649 0085.01001 Google Scholar Next article FiguresRelatedReferencesCited byDetails On the Estimation of Parameters of a Gaussian Random ProcessV. G. Alekseev17 July 2006 | Theory of Probability & Its Applications, Vol. 15, No. 1AbstractPDF (705 KB) Volume 12, Issue 1| 1967Theory of Probability & Its Applications History Submitted:26 October 1965Published online:17 July 2006 InformationCopyright © Society for Industrial and Applied MathematicsPDF Download Article & Publication DataArticle DOI:10.1137/1112001Article page range:pp. 1-8ISSN (print):0040-585XISSN (online):1095-7219Publisher:Society for Industrial and Applied Mathematics